Library

Description: We consider an optimal control problem from hyperthermia treatment planning and its barrier regularization. We derive basic results, which lay the groundwork for the computation of optimal solutions via an interior point path-following method. Further, we report on a numerical implementation of such a method and its performance at an example problem.

Description: Optical technologies are ubiquitously used in hi-tech devices. As a common feature of such devices one finds structures with dimensions in the order of the wavelength of the used light. To design and produce such devices, the wave nature of light must be taken into account. Accordingly, robust simulation tools are required which are based on rigorously solving Maxwell's equations, the governing equations of light propagation within macroscopic media. This thesis contributes to the modeling and the numerical computation of light scattering problems: Light scattering problems are typically posed on the entire space. The Perfectly-Matched -Layer method (PML) is widely used to restrict the simulation problem onto a bounded computational domain. We propose an adaptive PML method which exhibits a good convergence even for critical problems where standard PML implementations fail. Besides the computation of the near field, that is the electromagnetic field within the computational domain, it is of major interest to evaluate the electromagnetic field in the exterior domain and to compute the far field. So far, this was numerically only possible for simple geometries such as homogeneous exterior domains or layered media. To deal with more complicated devices, for example with waveguide inhomogeneities, we develop an evaluation formula based on the PML solution which allows for an exterior domain field evaluation in a half space above the device. Finally, we generalize the PML method to problems with multiply structured exterior domains. The term “multiply structured exterior domain” is defined in this thesis and means that the exterior domain exhibits several half-infinite structures. Mathematically, this gives rise to various complications. For example, no analytical solutions to Maxwell's equations for standard light sources are available in the exterior domain, which are needed to describe the incoming field in a light scattering problem. To tackle this we propose a new light scattering problem formulation which fits well into the PML method framework and which may be regarded as an extension of classical contributions by Sommerfeld, Wiener and Hopf. An exterior domain evaluation formula for multiply structured exterior domains with an extended illumination is derived as well.

Description: We introduce the coolest path problem, which is a mixture of two well-known problems from distinct mathematical fields. One of them is the shortest path problem from combinatorial optimization. The other is the heat conduction problem from the field of partial differential equations. Together, they make up a control problem, where some geometrical object traverses a digraph in an optimal way, with constraints on intermediate or the final state. We discuss some properties of the problem and present numerical solution techniques. We demonstrate that the problem can be formulated as a linear mixed-integer program. Numerical solutions can thus be achieved within one hour for instances with up to 70 nodes in the graph.

Description: Given a general mixed integer program (MIP), we automatically detect block structures in the constraint matrix together with the coupling by capacity constraints arising from multi-commodity-flow formulations. We identify the underlying graph and generate cutting planes based on cuts in the detected network. Our implementation adds a separator to the branch-and-cut libraries of SCIP and CPLEX. We make use of the complemented mixed integer rounding framework (cMIR) but provide a special purpose aggregation heuristic that exploits the network structure. Our separation scheme speeds-up the computation for a large set of MIPs coming from network design problems by a factor of two on average.

Description: Pseudo-Boolean problems lie on the border between satisfiability problems, constraint programming, and integer programming. In particular, nonlinear constraints in pseudo-Boolean optimization can be handled by methods arising in these different fields: One can either linearize them and work on a linear programming relaxation or one can treat them directly by propagation. In this paper, we investigate the individual strengths of these approaches and compare their computational performance. Furthermore, we integrate these techniques into a branch-and-cut-and-propagate framework, resulting in an efficient nonlinear pseudo-Boolean solver.

Description: The Steiner connectivity problem is a generalization of the Steiner tree problem. It consists in finding a minimum cost set of simple paths to connect a subset of nodes in an undirected graph. We show that polyhedral and algorithmic results on the Steiner tree problem carry over to the Steiner connectivity problem, namely, the Steiner cut and the Steiner partition inequalities, as well as the associated polynomial time separation algorithms, can be generalized. Similar to the Steiner tree case, a directed formulation, which is stronger than the natural undirected one, plays a central role.

Description: Every day, millions of people are transported by buses, trains, and airplanes in Germany. Public transit (PT) is of major importance for the quality of life of individuals as well as the productivity of entire regions. Quality and efficiency of PT systems depend on the political framework (state-run, market oriented) and the suitability of the infrastructure (railway tracks, airport locations), the existing level of service (timetable, flight schedule), the use of adequate technologies (information, control, and booking systems), and the best possible deployment of equipment and resources (energy, vehicles, crews). The decision, planning, and optimization problems arising in this context are often gigantic and “scream” for mathematical support because of their complexity. This article sketches the state and the relevance of mathematics in planning and operating public transit, describes today’s challenges, and suggests a number of innovative actions. The current contribution of mathematics to public transit is — depending on the transportation mode — of varying depth. Air traffic is already well supported by mathematics. Bus traffic made significant advances in recent years, while rail traffic still bears significant opportunities for improvements. In all areas of public transit, the existing potentials are far from being exhausted. For some PT problems, such as vehicle and crew scheduling in bus and air traffic, excellent mathematical tools are not only available, but used in many places. In other areas, such as rolling stock rostering in rail traffic, the performance of the existing mathematical algorithms is not yet sufficient. Some topics are essentially untouched from a mathematical point of view; e.g., there are (except for air traffic) no network design or fare planning models of practical relevance. PT infrastructure construction is essentially devoid of mathematics, even though enormous capital investments are made in this area. These problems lead to questions that can only be tackled by engineers, economists, politicians, and mathematicians in a joint effort. Among other things, the authors propose to investigate two specific topics, which can be addressed at short notice, are of fundamental importance not only for the area of traffic planning, should lead to a significant improvement in the collaboration of all involved parties, and, if successful, will be of real value for companies and customers: • discrete optimal control: real-time re-planning of traffic systems in case of disruptions, • model integration: service design in bus and rail traffic. Work on these topics in interdisciplinary research projects could be funded by the German ministry of research and education (BMBF), the German ministry of economics (BMWi), or the German science foundation (DFG).

Description: The steel mill slab design problem from the CSPLib is a binpacking problem that is motivated by an application of the steel industry and that has been widely studied in the constraint programming community. Recently, several people proposed new models and methods to solve this problem. A steel mill slab library was created which contains 380 instances. A closely related binpacking problem called multiple knapsack problem with color constraints, originated from the same industrial problem, were discussed in the integer programming community. In particular, a simple integer programming for this problem has been given by Forrest et al. [3]. The aim of this paper is to bring these different studies together. Moreover, we adopt the model of [3] for the steel mill slab problem. Using a state of the art integer program solver, this model is capable to solve all instances of the steel mill slab library, mostly in less than one second, to optimality. We improved, thereby, the solution value of 76 instances.

Description: Nowadays most data networks use shortest path protocols such as OSPF or IS-IS to route traffic. Given administrative routing lengths for the links of a network, all data packets are sent along shortest paths with respect to these lengths from their source to their destination. One of the most fundamental problems in planning shortest path networks is to decide whether a given set of routing paths forms a valid routing and, if this is not the case, to find a small subset of the given paths that cannot be shortest paths simultaneously for any routing lengths. In this paper we show that it is NP-hard to approximate the size of the smallest shortest path conflict by a factor less than 7/6.

Description: The Vehicle Positioning Problem (VPP) consists of the assignment of vehicles (buses, trams or trains) of a public transport or railway company to parking positions in a depot and to timetabled trips. Such companies have many different types of vehicles, and each trip can be performed only by vehicles of some of these types. These assignments are non-trivial due to the topology of depots. The parking positions are organized in tracks, which work as one- or two-sided stacks or queues. If a required type of vehicle is not available in the front of any track, shunting movements must be performed in order to change vehicles' positions, which is undesirable and should be avoided. In this text we present integer linear and non-linear programming formulations for some versions of the problem and compare them from a theoretical and a computational point of view.

Description: The understanding of geometric structures and dynamical properties of molecular conformations gives insight into molecular long-term behavior. The identification of metastable conformations together with their life times and transition patterns is the intention of conformation dynamics. Conformation dynamics is a multi-scale approach that leads to a reduced description of the dynamical system in terms of a stochastic transition probability matrix. The present thesis deals with the error analysis of computed matrices and the resulting matrix functions. Since conformational membership vectors, as they are computed by the Robust Perron Cluster Analysis (PCCA+), form an invariant subspace of the transition matrix, subspace-based error estimators are of particular interest. The decomposition of the state space into basis functions and the approximation of integrals by Monte-Carlo quadrature give rise to row-wise correlated random matrices, for which stochastic norms are computed. Together with an appropriate statistical model for the distribution of matrix rows, this allows for the calculation of error bounds and error distributions of the invariant subspace and other variables of interest. Equilibration of errors among the basis functions can be achieved by enhanced sampling in regions where the trajectories are mixing slowly. Hierarchical refinement of such basis functions systematically improves the clustering into metastable conformations by reducing the error in the corresponding invariant subspace. These techniques allow for an evaluation of simulation results and pave the way for the analysis of larger molecules. Moreover, the extension of PCCA+ to non-reversible Markov chains, verified by the corresponding perturbation theory, and the modification of the objective function for the case of soft membership vectors represent a further generalization of the clustering method, thus continuing the development from PCCA over PCCA+ to PCCA++. The methods developed in this thesis are useful for but not limited to conformation dynamics. In fact, they are applicable to a broader class of problems which combine domain decomposition with Monte-Carlo quadrature. Possible application areas may include the chemical master equation or quantum dynamical systems.

Description: Das Verständnis von geometrischen Strukturen und dynamischen Eigenschaften molekularer Konformationen ist essentiell für die Vorhersage des Langzeitverhaltens von Molekülen. Die Identifikation metastabiler Konformationen sowie die Bestimmung von Übergangswahrscheinlichkeiten und Haltezeiten sind Bestandteil der Konformationdynamik. Dabei handelt es sich um eine Mehrskalenmethode, die auf eine reduzierte Beschreibung des Systems mittels einer stochastischen Übergangsmatrix führt. In der vorliegenden Dissertation wurde untersucht, wie man die Genauigkeit der Matrizen sowie der daraus berechneten Größen quantifizieren kann. Im Mittelpunkt stehen dabei Fehlerschätzer für den invarianten Unterraum, da die rechten Eigenvektoren als Grundlage der Robusten Perron Cluster Analyse (PCCA+) zur Identifizierung der metastabilen Konformationen dienen. Die Zerlegung des Zustandsraumes in Basisfunktionen sowie die Approximation der Matrixeinträge mittels Monte-Carlo-Quadratur führen zu zeilenweise korrelierten Zufallsmatrizen. Mit Hilfe einer stochastischen Norm sowie einem geeigneten statistischen Modell für die Verteilung der Matrixzeilen können u.a. Fehlerschranken und -verteilungen für den invarianten Unterraum brechnet werden. Eine Equilibrierung des Fehlers zwischen den Basisfunktionen kann durch erweitertes Sampling in solchen Regionen erreicht werden, in denen die Trajektorien nur langsam mischen.Eine hierarchische Zerlegung dieser Basisfunktionen verbessert systematisch die Zerlegung in metastabile Konformationen, indem sie den Fehler im invarianten Unterraum reduziert. Diese Techniken gestatten eine Evaluierung der Simulationsergebnisse und ebnen den Weg zur Behandlung komplexerer Moleküle. Desweiteren wurden Verallgemeinerungen der PCCA+ untersucht. Die Erweiterung der PCCA+ auf nicht-reversible Markov-Ketten sowie die Modifizierung der Zielfunktion für den Fall der weichen Clusterung setzen die Entwicklung von der PCCA über PCCA+ zu PCCA++ fort. Somit können neue Anwendungsfelder für dieses Cluster-Verfahren erschlossen werden. Die Methoden wurden zwar in Rahmen der Konformationsdynamik entwickelt, jedoch lassen sie sich auf eine weite Problemklasse anwenden, in der Gebietszerlegungsverfahren mit Monte-Carlo-Quadratur kombiniert werden. Mögliche Anwendungsgebiete umfassen die chemische Master-Gleichung oder quantenchemische Systeme.

Description: We give the basic definitions and some theoretical results about hyperdeterminants, introduced by A.~Cayley in 1845. We prove integrability (understood as $4d$-consistency) of a nonlinear difference equation defined by the $2 \times 2 \times 2$ - hyperdeterminant. This result gives rise to the following hypothesis: the difference equations defined by hyperdeterminants of any size are integrable. We show that this hypothesis already fails in the case of the $2\times 2\times 2\times 2$ - hyperdeterminant.

Description: The Vehicle Positioning Problem (VPP) is a classical combinatorial optimization problem in public transport planning. A number of models and approaches have been suggested in the literature, which work for small problems, but not for large ones. We propose in this article a novel set partitioning model and an associated column generation solution approach for the VPP. The model provides a tight linear description of the problem. The pricing problem, and hence the LP relaxation itself, can be solved in polynomial resp. pseudo-polynomial time for some versions of the problems.

Description: Since the initial application of mathematical optimisation methods to mine planning in 1965, the Lerchs-Grossmann algorithm for computing the ultimate pit limit, operations researchers have worked on a variety of challenging problems in the area of open pit mining. This thesis focuses on the open pit mining production scheduling problem: Given the discretisation of an orebody as a block model, determine the sequence in which the blocks should be removed from the pit, over the lifespan of the mine, such that the net present value of the mining operation is maximised. In practise, when some material has been removed from the pit, it must be processed further in order to extract the valuable elements contained therein. If the concentration of valuable elements is not sufficiently high, the material is discarded as waste or stockpiled. Realistically-sized block models can contain hundreds of thousands of blocks. A common approach to render these problem instances computationally tractable is the aggregation of blocks to larger scheduling units. The thrust of this thesis is the investigation of a new mixed-integer programming formulation for the open pit mining production scheduling problem, which allows for processing decisions to be made at block level, while the actual mining schedule is still computed at aggregate level. A drawback of this model in its full form is the large number of additional variables needed to model the processing decisions. One main result of this thesis shows how these processing variables can be aggregated efficiently to reduce the problem size significantly, while practically incurring no loss in net present value. The second focus is on the application of lagrangean relaxation to the resource constraints. Using a result of Möhring et al. (2003) for project scheduling, the lagrangean relaxation can be solved efficiently via minimum cut computations in a weighted digraph. Experiments with a bundle algorithm implementation by Helmberg showed how the lagrangean dual can be solved within a small fraction of the time required by standard linear programming algorithms, while yielding practically the same dual bound. Finally, several problem-specific heuristics are presented together with computational results: two greedy sub-MIP start heuristics and a large neighbourhood search heuristic. A combination of a lagrangean-based start heuristic followed by a large neighbourhood search proved to be effective in generating solutions with objective values within a 0.05% gap of the optimum.

Description: Starting from the conservation laws for mass, momentum and energy together with a three species, bulk microphysic model, a model for the interaction of internal gravity waves and deep convective hot towers is derived by using multiscale asymptotic techniques. From the resulting leading order equations, a closed model is obtained by applying weighted averages to the smallscale hot towers without requiring further closure approximations. The resulting model is an extension of the linear, anelastic equations, into which moisture enters as the area fraction of saturated regions on the microscale with two way coupling between the large and small scale. Moisture reduces the effective stability in the model and defines a potential temperature sourceterm related to the net effect of latent heat release or consumption by microscale up- and downdrafts. The dispersion relation and group velocity of the system is analyzed and moisture is found to have several effects: It reduces energy transport by waves, increases the vertical wavenumber but decreases the slope at which wave packets travel and it introduces a lower horizontal cutoff wavenumber, below which modes turn into evanescent. Further, moisture can cause critical layers. Numerical examples for steadystate and timedependent mountain waves are shown and the effects of moisture on these waves are investigated.

Description: In dieser Arbeit wird ein neuer Ansatz zur Modellierung von thermal signifikanten Gefäßsträngen im Hyperthermie-Kontext betrachtet. Ausgehend von einer Konvektions-Diffusions-Gleichung wird durch Reskalierung des Massenflussterms eine Reduktion des Adergebietes auf eine 1D-Struktur erreicht. Nach numerischen Vorbetrachtungen wird die Grenzgleichung innerhalb einer verallgemeinerten Sobolev-Algebra formuliert. Die Untersuchung der Lösungsfamilie in klassischen Funktionenräumen zeigt, dass deren schwacher Grenzwert die Lösung der korrespondierenden Diffusions-Gleichung ist. Die Diskretisierung einer formalen Grenzgleichung mit Linienstromanteil stellt jedoch eine gute Approximation an die Diskretisierung des ursprünglichen Problems dar, wenn man die lokale Maschenweite an die Gefäßradien koppelt und bei erhöhtem Genauigkeitsbedarf auf ein vollständiges 3D-Modell umschaltet.

Description: We present Undercover, a primal heuristic for mixed-integer nonlinear programming (MINLP). The heuristic constructs a mixed-integer linear subproblem (sub-MIP) of a given MINLP by fixing a subset of the variables. We solve a set covering problem to identify a minimal set of variables which need to be fixed in order to linearise each constraint. Subsequently, these variables are fixed to approximate values, e.g. obtained from a linear outer approximation. The resulting sub-MIP is solved by a mixed-integer linear programming solver. Each feasible solution of the sub-MIP corresponds to a feasible solution of the original problem. Although general in nature, the heuristic seems most promising for mixed-integer quadratically constrained programmes (MIQCPs). We present computational results on a general test set of MIQCPs selected from the MINLPLib.

Description: In this paper we investigate the performance of several out-of-the box solvers for mixed-integer quadratically constrained programmes (MIQCPs) on an open pit mine production scheduling problem with mixing constraints. We compare the solvers BARON, Couenne, SBB, and SCIP to a problem-specific algorithm on two different MIQCP formulations. The computational results presented show that general-purpose solvers with no particular knowledge of problem structure are able to nearly match the performance of a hand-crafted algorithm.

Description: Eines der Hauptanliegen bei der Initiierung des Kooperativen Bibliotheksverbundes Berlin-Brandenburg (KOBV) war die Schaffung einer modernen, leistungsfähigen Informationsinfrastruktur unter Einbeziehung möglichst aller Bibliotheken der in ihrer Dichte und Vielfalt in Deutschland einmaligen Bibliothekslandschaft. Sie wurde beim Aufbau des KOBV durch die Wahl des Verbundmodelles mit seinen offenen, integrativen Strukturen befördert. Die Ziele und Strategien des KOBV leiten sich aus dem Grundauftrag der Bibliotheken her, ihre NutzerInnen optimal mit Medien und Informationen zu versorgen. Mit dem KOBV haben die Bibliotheken eine gemeinsame Plattform und ein regionales Netzwerk geschaffen, mit deren Hilfe sie die Informationsinfrastruktur in Berlin und Brandenburg zusammen aufgebaut und grundlegend verbessert haben. Nach rund elf Jahren ist der KOBV in eine neue Phase eingetreten, indem er – unter Wahrung seiner institutionellen Eigenständigkeit – eine Strategische Allianz mit dem Bibliotheksverbund Bayern (BVB) eingegangen ist und die bislang auf die Region bezogene Kooperation der Bibliotheken überregional ausgeweitet hat. Wenn auch die Universalbibliotheken des KOBV in dieser Zusammenarbeit einen Kurswechsel zur zentralen Katalogisierung vollziehen, bedeutet dies für den KOBV insgesamt keinen Paradigmenwechsel: Er bleibt ein dezentraler Verbund und wird sein flexibles technisches Mischkonzept von verteilter und zentraler Datenhaltung fortführen. Dieses lässt den Bibliotheken die Freiheit zu entscheiden, ob sie zentral oder dezentral katalogisieren möchten. Die KOBV-Zentrale, die im KOBV keine Aufgaben in der Katalogisierung wahrnimmt, wird wie bislang allen Mitgliedsbibliotheken die ASP-Dienste und weiteren Angebote gleichermaßen zur Verfügung stellen und die Dienstleistungen für NutzerInnen und Bibliotheken weiter ausbauen. Mit dem vorhandenen Know How, der eingesetzten modernen Technologie und der strategischen Entscheidung, Ressourcen und Kompetenzen mit dem BVB zu bündeln und durch verbundübergreifende arbeitsteilige Verfahren Synergien zu gewinnen, ist der KOBV gut aufgestellt, um die Herausforderungen der kommenden Jahre anzugehen und das Leistungsspektrum der KOBV-Bibliotheken durch die Entwicklung neuer Dienste auszuweiten.

Description: We consider a system with Poisson arrivals and i.i.d. service times. The requests are served according to the state-dependent processor sharing discipline, where each request receives a service capacity which depends on the actual number of requests in the system. The linear systems of PDEs describing the residual and attained sojourn times coincide for this system, which provides time reversibility including sojourn times for this system, and their minimal non negative solution gives the LST of the sojourn time $V(\tau)$ of a request with required service time $\tau$. For the case that the service time distribution is exponential in a neighborhood of zero, we derive a linear system of ODEs, whose minimal non negative solution gives the LST of $V(\tau)$, and which yields linear systems of ODEs for the moments of $V(\tau)$ in the considered neighborhood of zero. Numerical results are presented for the variance of $V(\tau)$. In case of an M/GI/2-PS system, the LST of $V(\tau)$ is given in terms of the solution of a convolution equation in the considered neighborhood of zero. For bounded from below service times, surprisingly simple expressions for the LST and variance of $V(\tau)$ in this neighborhood of zero are derived, which yield in particular the LST and variance of $V(\tau)$ in M/D/2-PS.

Description: Eigentlich war der erste Autor nur zu einem Grußwort zur Tagung „GML² 2009 - Grundfragen Multi¬medialen Lehrens und Lernens“ eingeladen. Daraus wurde ein E-Learning-bezogener Vortrag, der – basierend auf Erfahrungen im Fach Mathematik – einen kritischen Blick auf die E-Learning-Szene in Deutschland wirft und diese mit entsprechenden Aktivitäten weltweit vergleicht. Dies ist die in seinen mathematischen Teilen gekürzte, in den E-Learning-Anteilen ein wenig erweiterte schriftliche Fassung des Vortrags. Der Artikel stammt nicht von E-Learning-Spezialisten sondern von Personen, die sich seit fast zwanzig Jahren mit elektronischer Information und Kommunikation (kurz: IuK) – insbesondere in der Mathematik – beschäftigen. Nach einer Definition von Michael Kerres kennzeichnet der Begriff E-Learning (electronic learning – elektronisch unterstütztes Lernen) alle Formen von Lernen, bei denen digitale Medien für die Präsentation und Distribution von Lernmaterialien und/oder zur Unterstützung zwischenmenschlicher Kommunikation zum Einsatz kommen, siehe z.B. http://de.wikipedia.org/wiki/E-Learning. IuK und E-Learning haben nach dieser Begriffsbildung viele Berührungspunkte. Deswegen wagen wir es, unsere positiven und negativen Erfahrungen im Bereich IuK in diesem Eröffnungsvortrag zu berichten, einige Entwicklungslinien zu vergleichen und eine eigene Kurzversion der Definition von E-Learning (besser E-Teaching and -Learning) voranzustellen: „Lehren und Lernen mit Unterstützung elektronischer Hilfsmittel“.

Description: Telecommunication transport networks consist of a stack of technologically different subnetworks, so-called layers, which are strongly interdependent. For example, one layer may correspond to an Internet (IP) backbone network whose links are realized by lightpath connections in an underlying optical fiber layer. To ensure that the network can fulfill its task of routing all communication requests, the inter-layer dependencies have to be taken into account already in the planning phase of the network. This is particularly important with survivability constraints, where connections in one layer have to be protected against cable cuts or equipment failures in another layer. The traditional sequential planning approach where one layer is optimized after the other cannot properly take care of the inter-layer dependencies; this can only be achieved with an integrated planning of several network layers at the same time. This thesis provides mathematical models and algorithmic techniques for the integrated optimization of two network layers with survivability constraints. We describe a multi-layer network design problem which occurs in various technologies, and model it mathematically using mixed-integer programming (MIP) formulations. The presented models cover many important practical side constraints from different technological contexts. In contrast to previous models from the literature, they can be used to design large two-layer networks with survivability requirements. We discuss modeling alternatives for various aspects of a multi-layer network and compare different routing formulations under multi-layer survivability constraints. We solve our models using a branch-and-cut-and-price approach with various problemspecific enhancements. This includes a presolving technique based on linear programming to reduce the problem size, combinatorial and sub-MIP-based primal heuristics to compute feasible network configurations, cutting planes which take the multi-layer survivability constraints into account to improve the lower bound on the optimal network cost, and column generation to generate flow variables dynamically during the algorithm. We develop techniques to speed up computations in a Benders decomposition approach and compare this approach to the standard formulation with a single MIP. We use the developed techniques to design large survivable two-layer networks by means of linear and integer programming methods. On realistic test instances with up to 67 network nodes and survivability constraints, we investigate the algorithmic impact of our techniques and show how to use them to compute good network configurations with quality guarantees. Most of the smaller test instances with up to 17 nodes can be solved to near-optimality. Moreover, we can compute feasible solutions and dual bounds even for large networks with survivability constraints, which has not been possible before.

Description: In the simplex algorithm, solving linear systems with the basis matrix and its transpose accounts for a large part of the total computation time. We investigate various methods from modern numerical linear algebra to improve the computation speed of the basis updates arising in LPs. The experiments are executed on a large real-world test set. The most widely used solution technique is sparse LU factorization, paired with an updating scheme that allows to use the factors over several iterations. Clearly, small number of fill-in elements in the LU factors is critical for the overall performance. Using a wide range of LPs we show numerically that after a simple permutation the non-triangular part of the basis matrix is so small, that the whole matrix can be factorized with (relative) fill-in close to the optimum. This permutation has been exploited by simplex practitioners for many years. But to our knowledge no systematic numerical study has been published that demonstrates the effective reduction to a surprisingly small non-triangular problem, even for large scale LPs. For the factorization of the non-triangular part most existing simplex codes use some variant of dynamic Markowitz pivoting, which originated in the late 1950s. We also show numerically that, in terms of fill-in and in the simplex context, dynamic Markowitz is quite consistently superior to other, more recently developed techniques.

Description: We compute expectation values for the solution of the nuclear Schrödinger equation. The proposed particle method consists of three steps: sampling of the initial Wigner function, classical transport of the sampling points, weighted phase space summation for the final computation of the expectation values. The Egorov theorem guarantees that the algorithm is second order accurate with respect to the semiclassical parameter. We present numerical experiments for a two-dimensional torsional potential with three different sets of initial data and for a six-dimensional Henon-Heiles potential. By construction, the computing times scale linearly with the number of initial sampling points and range between three seconds and one hour.

Description: This paper discusses how to build a solver for mixed integer quadratically constrained programs (MIQCPs) by extending a framework for constraint integer programming (CIP). The advantage of this approach is that we can utilize the full power of advanced MIP and CP technologies. In particular, this addresses the linear relaxation and the discrete components of the problem. For relaxation, we use an outer approximation generated by linearization of convex constraints and linear underestimation of nonconvex constraints. Further, we give an overview of the reformulation, separation, and propagation techniques that are used to handle the quadratic constraints efficiently. We implemented these methods in the branch-cut-and-price framework SCIP. Computational experiments indicates the potential of the approach.

Description: Supercomputers can simulate complex molecular systems. However, there is a very large gap between the fastest oscillations of covalent bonds of a molecule and the time-scale of the dominant processes. In order to extract the dominant time-scales and to identify the dominant processes, a clustering of information is needed. This thesis shows that only the subspace-based Robust Perron Cluster Analysis (PCCA+) can solve this problem correctly by the construction of a Markov State Model. PCCA+ allows for time-extrapolation in molecular kinetics. This thesis shows the difference between molecular dynamics and molecular kinetics. Only in the molecular kinetics framework a definition of transition rates is possible. In this context, the existence of an infinitesimal generator of the dynamical processes is discussed. If the existence is assumed, the Theorem of Gauß can be applied in order to compute transition rates efficiently. Molecular dynamics, however, is not able to provide a suitable statistical basis for the determination of the transition pattern.

Description: We consider a system with Poisson arrivals and general service times, where the requests are served according to the State-Dependent Processor Sharing (SDPS) discipline (Cohen's generalized processor sharing discipline), where each request receives a service capacity which depends on the actual number of requests in the system. For this system, denoted by $M/GI/SDPS$, we derive approximations for the squared coefficients of variation of the conditional sojourn time of a request given its service time and of the unconditional sojourn time by means of two-moment fittings of the service times. The approximations are given in terms of the squared coefficients of variation of the conditional and unconditional sojourn time in related $M/D/SDPS$ and $M/M/SDPS$ systems, respectively. The numerical results presented for $M/GI/m-PS$ systems illustrate that the proposed approximations work well.

Description: We consider a system with Poisson arrivals and i.i.d. service times and where the requests are served according to the state-dependent (Cohen's generalized) processor sharing discipline, where each request in the system receives a service capacity which depends on the actual number of requests in the system. For this system we derive asymptotically tight upper bounds for the moments of the conditional sojourn time of a request with given required service time. The bounds generalize corresponding results, recently given for the single-server processor sharing system by Cheung et al. and for the state-dependent processor sharing system with exponential service times by the authors. Analogous results hold for the waiting times.

Description: The Dynamic Multi-Period Routing Problem DMPRP introduced by Angelelli et al. gives a model for a two-stage online-offline routing problem. At the beginning of each time period a set of customers becomes known. The customers need to be served either in the current time period or in the following. Postponed customers have to be served in the next time period. The decision whether to postpone a customer has to be done online. At the end of each time period, an optimal tour for the customers assigned to this period has to be computed and this computation can be done offline. The objective of the problem is to minimize the distance traveled over all planning periods assuming optimal routes for the customers selected in each period. We provide the first randomized online algorithms for the DMPRP which beat the known lower bounds for deterministic algorithms. For the special case of two planning periods we provide lower bounds on the competitive ratio of any randomized online algorithm against the oblivious adversary. We identify a randomized algorithm that achieves the optimal competitive ratio of $\frac{1+\sqrt{2}}{2}$ for two time periods on the real line. For three time periods, we give a randomized algorithm that is strictly better than any deterministic algorithm.

Description: This thesis introduces the novel paradigm of "constraint integer programming" (CIP), which integrates constraint programming (CP) and mixed integer programming (MIP) modeling and solving techniques. It is supplemented by the software SCIP, which is a solver and framework for constraint integer programming that also features SAT solving techniques. SCIP is freely available in source code for academic and non-commercial purposes. Our constraint integer programming approach is a generalization of MIP that allows for the inclusion of arbitrary constraints, as long as they turn into linear constraints on the continuous variables after all integer variables have been fixed. The constraints, may they be linear or more complex, are treated by any combination of CP and MIP techniques: the propagation of the domains by constraint specific algorithms, the generation of a linear relaxation and its solving by LP methods, and the strengthening of the LP by cutting plane separation. The current version of SCIP comes with all of the necessary components to solve mixed integer programs. In the thesis, we cover most of these ingredients and present extensive computational results to compare different variants for the individual building blocks of a MIP solver. We focus on the algorithms and their impact on the overall performance of the solver. In addition to mixed integer programming, the thesis deals with chip design verification, which is an important topic of electronic design automation. Chip manufacturers have to make sure that the logic design of a circuit conforms to the specification of the chip. Otherwise, the chip would show an erroneous behavior that may cause failures in the device where it is employed. An important subproblem of chip design verification is the property checking problem, which is to verify whether a circuit satisfies a specified property. We show how this problem can be modeled as constraint integer program and provide a number of problem-specific algorithms that exploit the structure of the individual constraints and the circuit as a whole. Another set of extensive computational benchmarks compares our CIP approach to the current state-of-the-art SAT methodology and documents the success of our method.

Description: Diese Arbeit stellt einen integrierten Ansatz aus "Constraint Programming" (CP) und Gemischt-Ganzzahliger Programmierung ("Mixed Integer Programming", MIP) vor, den wir "Constraint Integer Programming" (CIP) nennen. Sowohl Modellierungs- als auch Lösungstechniken beider Felder fließen in den neuen integrierten Ansatz ein, um die unterschiedlichen Stärken der beiden Gebiete zu kombinieren. Als weiteren Beitrag stellen wir der wissenschaftlichen Gemeinschaft die Software SCIP zur Verfügung, die ein Framework für Constraint Integer Programming darstellt und zusätzlich Techniken des SAT-Lösens beinhaltet. SCIP ist im Source Code für akademische und nicht-kommerzielle Zwecke frei erhältlich. Unser Ansatz des Constraint Integer Programming ist eine Verallgemeinerung von MIP, die zusätzlich die Verwendung beliebiger Constraints erlaubt, solange sich diese durch lineare Bedingungen ausdrücken lassen falls alle ganzzahligen Variablen auf feste Werte eingestellt sind. Die Constraints werden von einer beliebigen Kombination aus CP- und MIP-Techniken behandelt. Dies beinhaltet insbesondere die "Domain Propagation", die Relaxierung der Constraints durch lineare Ungleichungen, sowie die Verstärkung der Relaxierung durch dynamisch generierte Schnittebenen. Die derzeitige Version von SCIP enthält alle Komponenten, die für das effiziente Lösen von Gemischt-Ganzzahligen Programmen benötigt werden. Die vorliegende Arbeit liefert eine ausführliche Beschreibung dieser Komponenten und bewertet verschiedene Varianten in Hinblick auf ihren Einfluß auf das Gesamt-Lösungsverhalten anhand von aufwendigen praktischen Experimenten. Dabei wird besonders auf die algorithmischen Aspekte eingegangen. Ein weiterer Hauptteil der Arbeit befasst sich mit der Chip-Design-Verifikation, die ein wichtiges Thema innerhalb des Fachgebiets der "Electronic Design Automation" darstellt. Chip-Hersteller müssen sicherstellen, dass der logische Entwurf einer Schaltung der gegebenen Spezifikation entspricht. Andernfalls würde der Chip fehlerhaftes Verhalten aufweisen, dass zu Fehlfunktionen innerhalb des Gerätes führen kann, in dem der Chip verwendet wird. Ein wichtiges Teilproblem in diesem Feld ist das Eigenschafts-Verifikations-Problem, bei dem geprüft wird, ob der gegebene Schaltkreisentwurf eine gewünschte Eigenschaft aufweist. Wir zeigen, wie dieses Problem als Constraint Integer Program modelliert werden kann und geben eine Reihe von problemspezifischen Algorithmen an, die die Struktur der einzelnen Constraints und der Gesamtschaltung ausnutzen. Testrechnungen auf Industrie-Beispielen vergleichen unseren Ansatz mit den bisher verwendeten SAT-Techniken und belegen den Erfolg unserer Methode.

Description: In this paper we investigate the fare planning model for public transport, which consists in designing a system of fares maximizing the revenue. We discuss a discrete choice model in which passengers choose between different travel alternatives to express the demand as a function of fares. Furthermore, we give a computational example for the city of Potsdam and discuss some theoretical aspects.

Description: This extended abstract is about algorithms for controlling elevator systems employing destination hall calls, i.e. the passenger provides his destination floor when calling an elevator. We present the first exact algorithm for controlling a group of elevators and report on simulation results indicating that destination hall call systems outperform conventional systems.

Description: The paper proposes goal-oriented error estimation and mesh refinement for optimal control problems with elliptic PDE constraints using the value of the reduced cost functional as quantity of interest. Error representation, hierarchical error estimators, and greedy-style error indicators are derived and compared to their counterparts when using the all-at-once cost functional as quantity of interest. Finally, the efficiency of the error estimator and generated meshes are demonstrated on numerical examples.

Description: The paper considers the time integration of frictionless dynamical contact problems between viscoelastic bodies in the frame of the Signorini condition. Among the numerical integrators, interest focuses on the contact-stabilized Newmark method recently suggested by Deuflhard et al., which is compared to the classical Newmark method and an improved energy dissipative version due to Kane et al. In the absence of contact, any such variant is equivalent to the Störmer-Verlet scheme, which is well-known to have consistency order 2. In the presence of contact, however, the classical approach to discretization errors would not show consistency at all because of the discontinuity at the contact. Surprisingly, the question of consistency in the constrained situation has not been solved yet. The present paper fills this gap by means of a novel proof technique using specific norms based on earlier perturbation results due to the authors. The corresponding estimation of the local discretization error requires the bounded total variation of the solution. The results have consequences for the construction of an adaptive timestep control, which will be worked out subsequently in a forthcoming paper.

Description: The mathematical treatment of planning problems in public transit has made significant advances in the last decade. Among others, the classical problems of vehicle and crew scheduling can nowadays be solved on a routine basis using combinatorial optimization methods. This is not yet the case for problems that pertain to the design of public transit networks, and for the problems of operations control that address the implementation of a schedule in the presence of disturbances. The article gives a sketch of the state and important developments in these areas, and it addresses important challenges. The vision is that mathematical tools of computer aided scheduling (CAS) will soon play a similar role in the design and operation of public transport systems as CAD systems in manufacturing.

Description: Die mathematische Behandlung von Planungsproblemen im öffentlichen Verkehr hat im letzten Jahrzehnt große Fortschritte gemacht. Klassische Probleme wie die Umlauf- und die Dienstplanung können heutzutage routinemäßig mit kombinatorischen Optimierungsmethoden gelöst werden. Die Behandlung von Problemen der Angebotsplanung und der Betriebssteuerung sind dagegen noch nicht ganz auf diesem Stand. Dieser Artikel gibt einen Überblick über den Stand der Forschung, über wichtige Entwicklungen und einige Herausforderungen in diesem Gebiet. Die Vision ist, dass mathematische Planungswerkzeuge im öffentlichen Verkehr (Computer Aided Scheduling, CAS) in Zukunft eine ähnliche Rolle spielen werden wie CAD-Systeme in der industriellen Fertigung.

Description: The reconstruction of geometric shapes plays an important role in many biomedical applications. One example is the patient-specific, computer-aided planning of complex interventions, which requires the generation of explicitly represented geometric models of anatomical structures from medical image data. Only solutions that require minimal interaction by medical personnel are likely to enter clinical routine. Another example is the planning of surgical corrections of deformities where the target shape is unknown. Surgeons are often forced to resort to subjective criteria. These applications still pose highly challenging reconstruction problems, which are addressed in this thesis. The fundamental hypothesis, pursued in this thesis, is that the problems can be solved by incorporating a-priori knowledge about shape and other application-specific characteristics. Here, we focus mainly on the aspect of geometric shape analysis. The basic idea is to capture the most essential variations of a certain class of geometric objects via statistical shape models, which model typical features contained in a given population, and restrict the outcome of a reconstruction algorithm (more or less) to the space spanned by such models. A fundamental prerequisite for performing statistical shape analysis on a set of different objects is the identification of corresponding points on their associated surfaces. This problem is particularly difficult to solve if the shapes stem from different individuals. The reason lies in the basic difficulty of defining suitable measures of similarity. In this thesis, we divide the correspondence problem into feature and non-feature matching. The feature part depends on the application, while the non-feature part can be characterized by a purely geometric description. We propose two different approaches. The first approach has proved useful in many applications. Yet, it suffers from some practical limitations and does not yield a measure of similarity. Our second, variational, approach is designed to overcome these limitations. In it, we propose to minimize an invariant stretching measure, constrained by previously computed features. An important property, which sets our method apart from previous work, is that it does not require the computation of a global surface parameterization.

Description: In the recent years, a couple of quite successful large neighborhood search heuristics for mixed integer programs has been published. Up to our knowledge, all of them are improvement heuristics. We present a new start heuristic for general MIPs working in the spirit of large neighborhood search. It constructs a sub-MIP which represents the space of all feasible roundings of some fractional point - normally the optimum of the LP-relaxation of the original MIP. Thereby, one is able to determine whether a point can be rounded to a feasible solution and which is the best possible rounding. Furthermore, a slightly modified version of RENS proves to be a well-performing heuristic inside the branch-cut-and-price-framework SCIP.

Description: This article is about the optimal track allocation problem (OPTRA) to find, in a given railway network, a conflict free set of train routes of maximum value. We study two types of integer programming formulations: a standard formulation that models block conflicts in terms of packing constraints, and a new extended formulation that is based on additional configuration' variables. We show that the packing constraints in the standard formulation stem from an interval graph, and that they can be separated in polynomial time. It follows that the LP relaxation of a strong version of this model, including all clique inequalities from block conflicts, can be solved in polynomial time. We prove that the extended formulation produces the same LP bound, and that it can also be computed with this model in polynomial time. Albeit the two formulations are in this sense equivalent, the extended formulation has advantages from a computational point of view, because it features a constant number of rows and is therefore amenable to standard column generation techniques. Results of an empirical model comparison on mesoscopic data for the Hannover-Fulda-Kassel region of the German long distance railway network are reported.

Description: We study barrier methods for state constrained optimal control problems with PDEs. In the focus of our analysis is the path of minimizers of the barrier subproblems with the aim to provide a solid theoretical basis for function space oriented path-following algorithms. We establish results on existence, continuity and convergence of this path. Moreover, we consider the structure of barrier subdifferentials, which play the role of dual variables.

Description: For the treatment of equilibrated molecular systems in a heat bath we propose a transition state theory that is based on conformation dynamics. In general, a set-based discretization of a Markov operator ${\cal P}^\tau$ does not preserve the Markov property. In this article, we propose a discretization method which is based on a Galerkin approach. This discretization method preserves the Markov property of the operator and can be interpreted as a decomposition of the state space into (fuzzy) sets. The conformation-based transition state theory presented here can be seen as a first step in conformation dynamics towards the computation of essential dynamical properties of molecular systems without time-consuming molecular dynamics simulations.

Description: We present a middleware to store multidimensional data sets on Internet-scale distributed systems and to efficiently perform range queries on them. Our structured overlay network \emph{SONAR (Structured Overlay Network with Arbitrary Range queries)} puts keys which are adjacent in the key space on logically adjacent nodes in the overlay and is thereby able to process multidimensional range queries with a single logarithmic data lookup and local forwarding. The specified ranges may have arbitrary shapes like rectangles, circles, spheres or polygons. Empirical results demonstrate the routing performance of SONAR on several data sets, ranging from real-world data to artificially constructed worst case distributions. We study the quality of SONAR's routing information which is based on local knowledge only and measure the indegree of the overlay nodes to find potential hot spots in the routing process. We show that SONAR's routing table is self-adjusting, even under extreme situations, keeping always a maximum of $\lceil \log N \rceil$ routing entries.

Description: \begin{abstract} In systems biology, the stochastic description of biochemical reaction kinetics is increasingly being employed to model gene regulatory networks and signalling pathways. Mathematically speaking, such models require the numerical solution of the underlying evolution equat ion, also known as the chemical master equation (CME). Up to now, the CME has almost exclusively been treated by Monte-Carlo techniques, the most prominent of which is the simulation algorithm suggest ed by Gillespie in 1976. Since this algorithm requires an update for each single reaction event, realizations can be computationally very costly. As an alternative, we here propose a novel approach, which focuses on the discrete partial differential equation (PDE) structure of the CME and thus allows to adopt ideas from adaptive discrete Galerkin methods (as designed by two of the present authors in 1989), which have proven to be highly efficient in the mathematical modelling of polyreaction kinetics. Among the two different options of discretizing the CME as a discrete PDE, the method of lines approach (first space, then time) and the Rothe method (first time, then space), we select the latter one for clear theoretical and algorithmic reasons. First numeric al experiments at a challenging model problem illustrate the promising features of the proposed method and, at the same time, indicate lines of necessary further research. \end{abstract}

Description: Chvatal-Gomory cuts are among the most well-known classes of cutting planes for general integer linear programs (ILPs). In case the constraint multipliers are either 0 or $\frac{1}{2}$, such cuts are known as $\{0,\frac{1}{2}\}$-cuts. It has been proven by Caprara and Fischetti (1996) that separation of $\{0,\frac{1}{2}\}$-cuts is NP-hard. In this paper, we study ways to separate $\{0,\frac{1}{2}\}$-cuts effectively in practice. We propose a range of preprocessing rules to reduce the size of the separation problem. The core of the preprocessing builds a Gaussian elimination-like procedure. To separate the most violated $\{0,\frac{1}{2}\}$-cut, we formulate the (reduced) problem as integer linear program. Some simple heuristic separation routines complete the algorithmic framework. Computational experiments on benchmark instances show that the combination of preprocessing with exact and/or heuristic separation is a very vital idea to generate strong generic cutting planes for integer linear programs and to reduce the overall computation times of state-of-the-art ILP-solvers.

Description: In this paper a Godunov-type projection method for computing approximate solutions of the zero Froude number (incompressible) shallow water equations is presented. It is second-order accurate and locally conserves height (mass) and momentum. To enforce the underlying divergence constraint on the velocity field, the predicted numerical fluxes, computed with a standard second order method for hyperbolic conservation laws, are corrected in two steps. First, a MAC-type projection adjusts the advective velocity divergence. In a second projection step, additional momentum flux corrections are computed to obtain new time level cell-centered velocities, which satisfy another discrete version of the divergence constraint. The scheme features an exact and stable second projection. It is obtained by a Petrov-Galerkin finite element ansatz with piecewise bilinear trial functions for the unknown incompressible height and piecewise constant test functions. The stability of the projection is proved using the theory of generalized mixed finite elements, which goes back to Nicola{\"i}des (1982). In order to do so, the validity of three different inf-sup conditions has to be shown. Since the zero Froude number shallow water equations have the same mathematical structure as the incompressible Euler equations of isentropic gas dynamics, the method can be easily transfered to the computation of incompressible variable density flow problems.

Description: We consider polytopes associated with cardinality constrained path and cycle problems defined on a directed or undirected graph. We present integer characterizations of these polytopes by facet defining linear inequalities for which the separation problem can be solved in polynomial time. Moreover, we give further facet defining inequalities, in particular those that are specific to odd/even paths and cycles.

Description: Algorithmic control of elevator systems has been studied for a long time. More recently, a new paradigm for elevator control has emerged. In destination call systems, the passenger specifies not only the direction of his ride, but the destination floor. Such a destination call system is very interesting from an optimization point of view, since more information is available earlier, which should allow improved planning. However, the real-world destination call system envisioned by our industry partner requires that each destination call (i.e. passenger) is assigned to a serving elevator immediately. This early assignment restricts the potential gained from the destination information. Another aspect is that there is no way to specify the destination floor in the cabin. Therefore, the elevator has to stop on every destination floor of an assigned call, although the passenger may not have boarded the cabin, e.g. due to insufficient capacity. In this paper we introduce a new destination call control algorithm suited to this setting. Since the control algorithm for an entire elevator group has to run on embedded microprocessors, computing resources are very scarce. Since exact optimization is not feasible on such hardware, the algorithm is an insertion heuristic using a non-trivial data structure to maintain a set of tours. To assess the performance of our algorithm, we compare it to similar and more powerful algorithms by simulation. We also compare to algorithms for a conventional system and with a more idealized destination call system. This gives an indication of the relative potentials of these systems. In particular, we assess how the above real-world restrictions influence performance. The algorithm introduced has been implemented by our industry partner for real-world use.

Description: This thesis is concerned with dimensioning and routing optimization problems for communication networks that employ a shortest path routing protocol such as OSPF, IS-IS, or RIP. These protocols are widely used in the Internet. With these routing protocols, all end-to-end data streams are routed along shortest paths with respect to a metric of link lengths. The network administrator can configure the routing only by modifying this metric. In this thesis we consider the unsplittable shortest path routing variant, where each communication demand must be sent unsplit through the network. This requires that all shortest paths are uniquely determined. The major difficulties in planning such networks are that the routing can be controlled only indirectly via the routing metric and that all routing paths depend on the same routing metric. This leads to rather complicated and subtle interdependencies among the paths that comprise a valid routing. In contrast to most other routing schemes, the paths for different communication demands cannot be configured independent of each other. Part I of the thesis is dedicated to the relation between path sets and routing metrics and to the combinatorial properties of those path sets that comprise a valid unsplittable shortest path routing. Besides reviewing known approaches to find a compatible metric for a given path set (or to prove that none exists) and discussing some properties of valid path sets, we show that the problem of finding a compatible metric with integer lengths as small as possible and the problem of finding a smallest possible conflict in the given path set are both NP-hard to approximate within a constant factor. In Part II of the thesis we discuss the relation between unsplittable shortest path routing and several other routing schemes and we analyze the computational complexity of three basic unsplittable shortest path routing problems. We show that the lowest congestion that can be obtained with unsplittable shortest path routing may significantly exceed that achievable with other routing paradigms and we prove several non-approximability results for unsplittable shortest path routing problems that are stronger than those for the corresponding unsplittable flow problems. In addition, we derive various polynomial time approximation algorithms for general and special cases of these problems. In Part III of the thesis we finally develop an integer linear programming approach to solve these and more realistic unsplittable shortest path routing problems to optimality. We present alternative formulations for these problems, discuss their strength and computational complexity, and show how to derive strong valid inequalities. Eventually, we describe our implementation of this solution approach and report on the numerical results obtained for real-world problems that came up in the planning the German National Research and Education Networks G-WiN and X-WiN and for several benchmark instances.

Description: Die Arbeit befasst sich mit der Kapazitäts- und Routenplanung für Kommunikationsnetze, die ein kürzeste-Wege Routingprotokoll verwenden. Diese Art von Protokollen ist im Internet weit verbreitet. Bei diesen Routingverfahren wird für jede Verbindung im Netz ein Längenwert festgelegt, diese Längen formen die sogenannte Routingmetrik. Die Routingwege der Kommunikationsbedarfe sind dann die jeweiligen kürzesten Wege bezüglich dieser Metrik. Bei der in der Arbeit untersuchten Variante dieser Routingprotokolle wird zusätzlich verlangt, dass es je Kommunikationsbedarf genau einen eindeutigen kürzesten Weg gibt. Die Schwierigkeit bei der Planung solcher Netze besteht darin, dass sich die Routingwege einerseits nur indirekt über die Routingmetrik beeinflussen lassen, andererseits aber alle Routingwege von der gleichen Metrik abhängen. Dadurch können die Wege verschiedener Kommunikationsanforderungen nicht wie bei anderen Routingverfahren unabhängig voneinander gewählt werden. Im erstem Teil der Arbeit werden der Zusammenhang zwischen gegebenen Wegesystemen und kompatiblen Routingmetriken sowie die Beziehungen der Wege eines zulässigen eindeutige-kürzeste-Wege-Routings untereinander untersucht. Dabei wird unter Anderem gezeigt, dass es NP-schwer ist, eine kompatible Metrik mit kleinstmöglichen Routinglängen zu einem gegebenen Wegesystem zu finden. Es wird auch bewiesen, dass das Finden eines kleinstmöglichen Konfliktes in einem gegebenen Wegesystem, zu dem keine kompatible Metrik existiert, NP-schwer ist. Im zweiten Teil der Arbeit wird die Approximierbarkeit von drei grundlegenden Netz- und Routenplanungsproblemen mit eindeutige-kürzeste-Wege-Routing untersucht. Für diese Probleme werden stärkere Nichtapproximierbarkeitsresultate als für die entsprechenden Einwege-Routing Probleme bewiesen und es werden verschiedene polynomiale Approximationsverfahren für allgemeine und Spezialfälle entworfen. Ausserdem wird die Beziehung zwischen eindeutige-kürzeste-Wege-Routing und anderen Routingverfahren diskutiert. Im dritten und letzten Teil der Arbeit wird ein (gemischt-) ganzzahliger Lösungsansatz für Planungsprobleme mit eindeutige-kürzeste-Wege-Routing vorgestellt. Für die im zweiten Teil diskutierten grundlegenden Netz- und Routenplanungsprobleme werden verschiedene (gemischt-) ganzzahlige lineare Modelle vorgestellt und es wird deren Lösbarkeit und die Stärke ihrer LP Relaxierungen untersucht. Es wird auch gezeigt, wie sich starke gültig Ungleichungen aus den in diesen Modellen enthalten Substrukturen ableiten lassen. Schlielich werden am Ende der Arbeit die Software-Implementierung dieses Lösungsverfahrens für eine praxisrelevante Verallgemeinerung der Planungsprobleme sowie die damit erzielten numerischen Ergebnisse vorgestellt und diskutiert.

Description: This thesis introduces the novel paradigm of constraint integer programming (CIP), which integrates constraint programming (CP) and mixed integer programming (MIP) modeling and solving techniques. It is supplemented by the software SCIP, which is a solver and framework for constraint integer programming that also features SAT solving techniques. SCIP is freely available in source code for academic and non-commercial purposes. Our constraint integer programming approach is a generalization of MIP that allows for the inclusion of arbitrary constraints, as long as they turn into linear constraints on the continuous variables after all integer variables have been fixed. The constraints, may they be linear or more complex, are treated by any combination of CP and MIP techniques: the propagation of the domains by constraint specific algorithms, the generation of a linear relaxation and its solving by LP methods, and the strengthening of the LP by cutting plane separation. The current version of SCIP comes with all of the necessary components to solve mixed integer programs. In the thesis, we cover most of these ingredients and present extensive computational results to compare different variants for the individual building blocks of a MIP solver. We focus on the algorithms and their impact on the overall performance of the solver. In addition to mixed integer programming, the thesis deals with chip design verification, which is an important topic of electronic design automation. Chip manufacturers have to make sure that the logic design of a circuit conforms to the specification of the chip. Otherwise, the chip would show an erroneous behavior that may cause failures in the device where it is employed. An important subproblem of chip design verification is the property checking problem, which is to verify whether a circuit satisfies a specified property. We show how this problem can be modeled as constraint integer program and provide a number of problem-specific algorithms that exploit the structure of the individual constraints and the circuit as a whole. Another set of extensive computational benchmarks compares our CIP approach to the current state-of-the-art SAT methodology and documents the success of our method.

Description: Diese Arbeit stellt einen integrierten Ansatz aus Constraint Programming (CP) und Gemischt-Ganzzahliger Programmierung (Mixed Integer Programming, MIP) vor, den wir Constraint Integer Programming (CIP) nennen. Sowohl Modellierungs- als auch Lösungstechniken beider Felder fließen in den neuen integrierten Ansatz ein, um die unterschiedlichen Stärken der beiden Gebiete zu kombinieren. Als weiteren Beitrag stellen wir der wissenschaftlichen Gemeinschaft die Software SCIP zur Verfügung, die ein Framework für Constraint Integer Programming darstellt und zusätzlich Techniken des SAT-Lösens beinhaltet. SCIP ist im Source Code für akademische und nicht-kommerzielle Zwecke frei erhältlich. Unser Ansatz des Constraint Integer Programming ist eine Verallgemeinerung von MIP, die zusätzlich die Verwendung beliebiger Constraints erlaubt, solange sich diese durch lineare Bedingungen ausdrücken lassen falls alle ganzzahligen Variablen auf feste Werte eingestellt sind. Die Constraints werden von einer beliebigen Kombination aus CP- und MIP-Techniken behandelt. Dies beinhaltet insbesondere die Domain Propagation, die Relaxierung der Constraints durch lineare Ungleichungen, sowie die Verstärkung der Relaxierung durch dynamisch generierte Schnittebenen. Die derzeitige Version von SCIP enthält alle Komponenten, die für das effiziente Lösen von Gemischt-Ganzzahligen Programmen benötigt werden. Die vorliegende Arbeit liefert eine ausführliche Beschreibung dieser Komponenten und bewertet verschiedene Varianten in Hinblick auf ihren Einfluß auf das Gesamt-Lösungsverhalten anhand von aufwendigen praktischen Experimenten. Dabei wird besonders auf die algorithmischen Aspekte eingegangen. Der zweite Hauptteil der Arbeit befasst sich mit der Chip-Design-Verifikation, die ein wichtiges Thema innerhalb des Fachgebiets der Electronic Design Automation darstellt. Chip-Hersteller müssen sicherstellen, dass der logische Entwurf einer Schaltung der gegebenen Spezifikation entspricht. Andernfalls würde der Chip fehlerhaftes Verhalten aufweisen, dass zu Fehlfunktionen innerhalb des Gerätes führen kann, in dem der Chip verwendet wird. Ein wichtiges Teilproblem in diesem Feld ist das Eigenschafts-Verifikations-Problem, bei dem geprüft wird, ob der gegebene Schaltkreisentwurf eine gewünschte Eigenschaft aufweist. Wir zeigen, wie dieses Problem als Constraint Integer Program modelliert werden kann und geben eine Reihe von problemspezifischen Algorithmen an, die die Struktur der einzelnen Constraints und der Gesamtschaltung ausnutzen. Testrechnungen auf Industrie-Beispielen vergleichen unseren Ansatz mit den bisher verwendeten SAT-Techniken und belegen den Erfolg unserer Methode.

Description: In this paper, we investigate the interconversion processes of the major flame retardant -- 1,2,5,6,9,10-hexabromocyclododecane (HBCD) -- by the means of statistical thermodynamics based on classical force-fields. Three ideas will be presented. First, the application of classical hybrid Monte-Carlo simulations for quantum mechanical processes will be justified. Second, the problem of insufficient convergence properties of hybrid Monte-Carlo methods for the generation of low temperature canonical ensembles will be solved by an interpolation approach. Furthermore, it will be shown how free energy differences can be used for a rate matrix computation. The results of our numerical simulations will be compared to experimental results.

Description: In this paper we give an overview of the heuristics which are integrated into the open source branch-cut-and-price-framework SCIP. We briefly describe the fundamental ideas of different categories of heuristics and present some computational results which demonstrate the impact of heuristics on the overall solving process of SCIP.

Description: Fast nonlinear programming methods following the all-at-once approach usually employ Newton's method for solving linearized Karush-Kuhn-Tucker (KKT) systems. In nonconvex problems, the Newton direction is only guaranteed to be a descent direction if the Hessian of the Lagrange function is positive definite on the nullspace of the active constraints, otherwise some modifications to Newton's method are necessary. This condition can be verified using the signs of the KKT's eigenvalues (inertia), which are usually available from direct solvers for the arising linear saddle point problems. Iterative solvers are mandatory for very large-scale problems, but in general do not provide the inertia. Here we present a preconditioner based on a multilevel incomplete $LBL^T$ factorization, from which an approximation of the inertia can be obtained. The suitability of the heuristics for application in optimization methods is verified on an interior point method applied to the CUTE and COPS test problems, on large-scale 3D PDE-constrained optimal control problems, as well as 3D PDE-constrained optimization in biomedical cancer hyperthermia treatment planning. The efficiency of the preconditioner is demonstrated on convex and nonconvex problems with $150^3$ state variables and $150^2$ control variables, both subject to bound constraints.

Description: This article describes the main concepts and techniques that have been developed during the last year at ZIB to solve dimensioning and routing optimization problems for IP networks. We discuss the problem of deciding if a given path set corresponds to an unsplittable shortest path routing, the fundamental properties of such path sets, and the computational complexity of some basic network planning problems for this routing type. Then we describe an integer-linear programming approach to solve such problems in practice. This approach has been used successfully in the planning of the German national education and research network for several years.

Description: In this review article we discuss different techniques to solve numerically the time-dependent Schrödinger equation on unbounded domains. We present in detail the most recent approaches and describe briefly alternative ideas pointing out the relations between these works. We conclude with several numerical examples from different application areas to compare the presented techniques. We mainly focus on the one-dimensional problem but also touch upon the situation in two space dimensions and the cubic nonlinear case.

Description: We discuss first order optimality conditions for state constrained optimal control problems. Our concern is the treatment of problems, where the solution of the state equation is not known to be continuous, as in the case of boundary control in three space dimensions or optimal control with parabolic partial differential equations. We show existence of measure valued Lagrangian multipliers, which have just enough additional regularity to be applicable to all possibly discontinuous solutions of the state equation.

Description: We address the property checking problem for SoC design verification at the register transfer level (RTL) by integrating techniques from integer programming, constraint programming, and SAT solving. Specialized domain propagation and preprocessing algorithms for individual RTL operations extend a general constraint integer programming framework. Conflict clauses are learned by analyzing infeasible LPs and deductions, and by employing reverse propagation. Experimental results show that our approach outperforms SAT techniques for proving the validity of properties on circuits containing arithmetics.

Description: An adjustment scheme for the relaxation parameter of interior point approaches to the numerical solution of pointwise state constrained elliptic optimal control problems is introduced. The method is based on error estimates of an associated finite element discretization of the relaxed problems and optimally selects the relaxation parameter in dependence on the mesh size of discretization. The finite element analysis for the relaxed problems is carried out and a numerical example is presented which confirms our analytical findings.

Description: In this thesis, we study multicommodity routing problems in networks, in which commodities have to be routed from source to destination nodes. Such problems model for instance the traffic flows in street networks, data flows in the Internet, or production flows in factories. In most of these applications, the quality of a flow depends on load dependent cost functions on the edges of the given network. The total cost of a flow is usually defined as the sum of the arc cost of the network. An optimal flow minimizes this cost. A main focus of this thesis is to investigate online multicommodity routing problems in networks, in which commodities have to be routed sequentially. Arcs are equipped with load dependent price functions defining routing costs, which have to be minimized. We discuss a greedy online algorithm that routes (fractionally) each commodity by minimizing a convex cost function that depends on the previously routed flow. We present a competitive analysis of this algorithm and prove upper bounds of (d+1)^(d+1) for polynomial price functions with nonnegative coefficients and maximum degree d. For networks with two nodes and parallel arcs, we show that this algorithm returns an optimal solution. Without restrictions on the price functions and network, no algorithm is competitive. We also investigate a variant in which the demands have to be routed unsplittably. In this case, it is NP-hard to compute the offline optimum. Furthermore, we study selfish routing problems (network games). In a network game, players route demand in a network with minimum cost. In this setting, we study the quality of Nash equilibria compared to the the system optimum (price of anarchy) in network games with nonatomic and atomic players and spittable flow. As a main result, we prove upper bounds on the price of anarchy for polynomial latency functions with nonnegative coefficients and maximum degree d, which improve upon the previous best ones.

Description: Diese Arbeit befasst sich mit Mehrgüterflussproblemen, in denen Güter mit einer bestimmten Rate durch ein gegebenes Netzwerk geleitet werden müssen. Mithilfe von Mehrgüterflussproblemen können zum Beispiel Verkehrsflüsse in Strassenverkehrsnetzen oder im Internet modelliert werden. In diesen Anwendungen wird die Effizienz von Routenzuweisungen für Güter durch lastabhängige Kostenfunktionen auf den Kanten eines gegebenen Netzwerks definiert. Die Gesamtkosten eines Mehrgüterflüsses sind durch die Summe der Kosten auf den Kanten definiert. Ein optimaler Mehrgüterfluss minimiert diese Gesamtkosten. Ein wesentlicher Bestandteil dieser Arbeit ist die Untersuchung sogenannter Online Algorithmen, die Routen für bekannte Güternachfragen berechnen, ohne vollständiges Wissen über zukünftige Güternachfragen zu haben. Es konnte ein Online Algorithmus gefunden werden, dessen Gesamtkosten für polynomielle Kostenfunktionen mit endlichem Grad nicht beliebig von denen einer optimalen Lösung abweichen. Für die Berechung einer optimalen Lösung müssen alle Güternachfragen a priori vorliegen. Dieses Gütekriterium gilt unabhängig von der gewählten Netzwerktopologie oder der Eingabesequenz von Gütern. Desweiteren befasst sich diese Arbeit mit der Effizienz egoistischer Routenwahl einzelner Nutzer verglichen zu einer optimalen Routenwahl. Egoistisches Verhalten von Nutzern kann mithilfe von nichtkooperativer Spieltheorie untersucht werden. Nutzer werden als strategisch agierende Spieler betrachtet, die ihren Profit maximieren. Als Standardwerkzeug zur Analyse solcher Spiele hat sich das Konzept des Nash Gleichgewichts bewährt. Das Nash Gleichweicht beschreibt eine stabile Strategieverteilung der Spieler, in der kein Spieler einen höheren Profit erzielen kann, wenn er einseitig seine Strategie ändert. Als Hauptergebnis dieser Arbeit konnte für polynomielle Kostenfunktionen mit endlichem Grad gezeigt werden, dass die Gesamtkosten eines Nash Gleichgewichts für sogennante atomare Spieler, die einen diskreten Anteil der gesamten Güternachfrage kontrollieren, nicht beliebig von den Gesamtkosten einer optimalen Lösung abweichen. In this thesis, we study multicommodity routing problems in networks, in which commodities have to be routed from source to destination nodes. Such problems model for instance the traffic flows in street networks, data flows in the Internet, or production flows in factories. In most of these applications, the quality of a flow depends on load dependent cost functions on the edges of the given network. The total cost of a flow is usually defined as the sum of the arc cost of the network. An optimal flow minimizes this cost. A main focus of this thesis is to investigate online multicommodity routing problems in networks, in which commodities have to be routed sequentially. Arcs are equipped with load dependent price functions defining routing costs, which have to be minimized. We discuss a greedy online algorithm that routes (fractionally) each commodity by minimizing a convex cost function that depends on the previously routed flow. We present a competitive analysis of this algorithm and prove upper bounds of (d+1)^(d+1) for polynomial price functions with nonnegative coefficients and maximum degree d. For networks with two nodes and parallel arcs, we show that this algorithm returns an optimal solution. Without restrictions on the price functions and network, no algorithm is competitive. We also investigate a variant in which the demands have to be routed unsplittably. In this case, it is NP-hard to compute the offline optimum. Furthermore, we study selfish routing problems (network games). In a network game, players route demand in a network with minimum cost. In this setting, we study the quality of Nash equilibria compared to the the system optimum (price of anarchy) in network games with nonatomic and atomic players and spittable flow. As a main result, we prove upper bounds on the price of anarchy for polynomial latency functions with nonnegative coefficients and maximum degree d, which improve upon the previous best ones.

Description: We provide information on the Survivable Network Design Library (SNDlib), a data library for fixed telecommunication network design that can be accessed at http://sndlib.zib.de. In version 1.0, the library contains data related to 22 networks which, combined with a set of selected planning parameters, leads to 830 network planning problem instances. In this paper, we provide a mathematical model for each planning problem considered in the library and describe the data concepts of the SNDlib. Furthermore, we provide statistical information and details about the origin of the data sets.

Description: The \emph{optimal track allocation problem} (\textsc{OPTRA}), also known as the train routing problem or the train timetabling problem, is to find, in a given railway network, a conflict-free set of train routes of maximum value. We propose a novel integer programming formulation for this problem that is based on additional configuration' variables. Its LP-relaxation can be solved in polynomial time. These results are the theoretical basis for a column generation algorithm to solve large-scale track allocation problems. Computational results for the Hanover-Kassel-Fulda area of the German long distance railway network involving up to 570 trains are reported.

Description: We consider a multicommodity routing problem, where demands are released \emph{online} and have to be routed in a network during specified time windows. The objective is to minimize a time and load dependent convex cost function of the aggregate arc flow. First, we study the fractional routing variant. We present two online algorithms, called Seq and Seq$^2$. Our first main result states that, for cost functions defined by polynomial price functions with nonnegative coefficients and maximum degree~$d$, the competitive ratio of Seq and Seq$^2$ is at most $(d+1)^{d+1}$, which is tight. We also present lower bounds of $(0.265\,(d+1))^{d+1}$ for any online algorithm. In the case of a network with two nodes and parallel arcs, we prove a lower bound of $(2-\frac{1}{2} \sqrt{3})$ on the competitive ratio for Seq and Seq$^2$, even for affine linear price functions. Furthermore, we study resource augmentation, where the online algorithm has to route less demand than the offline adversary. Second, we consider unsplittable routings. For this setting, we present two online algorithms, called U-Seq and U-Seq$^2$. We prove that for polynomial price functions with nonnegative coefficients and maximum degree~$d$, the competitive ratio of U-Seq and U-Seq$^2$ is bounded by $O{1.77^d\,d^{d+1}}$. We present lower bounds of $(0.5307\,(d+1))^{d+1}$ for any online algorithm and $(d+1)^{d+1}$ for our algorithms. Third, we consider a special case of our framework: online load balancing in the $\ell_p$-norm. For the fractional and unsplittable variant of this problem, we show that our online algorithms are $p$ and $O{p}$ competitive, respectively. Such results where previously known only for scheduling jobs on restricted (un)related parallel machines.

Description: The timetable is the essence of the service offered by any provider of public transport'' (Jonathan Tyler, CASPT 2006). Indeed, the timetable has a major impact on both operating costs and on passenger comfort. Most European agglomerations and railways use periodic timetables in which operation repeats in regular intervals. In contrast, many North and South American municipalities use trip timetables in which the vehicle trips are scheduled individually subject to frequency constraints. We compare these two strategies with respect to vehicle operation costs. It turns out that for short time horizons, periodic timetabling can be suboptimal; for sufficiently long time horizons, however, periodic timetabling can always be done in an optimal way'.

Description: Die Zentrale des Kooperativen Bibliotheksverbunds Berlin-Brandenburg (KOBV) betreibt seit Januar 2004 das KOBV-Portal, in dem u.a. vielfältige Open-Linking-Dienste eingebunden sind. Dieser Beitrag erläutert Open-Linking allgemein und stellt die KOBV spezifischen Dienste im Detail vor. Dabei wird auch die Zugriffsentwicklung auf die KOBV-Open-Linking-Dienste evaluiert. Ein Ergebnis ist, dass signifikante Steigerungen der Nutzung erst dann bewirkt werden, wenn Maßnahmen durchgeführt werden, die erstens die Open-Linking-Dienste stärker ins Bewusstsein der NutzerInnen rücken und zweitens den Weg dorthin im KOBV-Portal verkürzen. Vor allem muss ein schneller Weg zu den Open-Linking-Diensten gewährleistet sein, um die Nutzung deutlich zu steigern. Um zusätzlich den Bekanntheitsgrad der Open-Linking-Dienste bundesweit zu erhöhen, regt die KOBV-Zentrale andere Bibliotheken und Verbünde dazu an, analoge Open-Linking-Dienste einzurichten. Auf diese Weise wird die Handhabung von Open-Linking selbstverständlicher.

Description: Dieser Artikel berichtet über eine erfolgreiche Schüleraktivität, die seit Jahren am Zuse-Institut Berlin (ZIB) bei Besuchen von Schülergruppen erprobt und verfeinert worden ist. Das hier zusammengestellte Material ist gedacht als Basis für eine Unterrichtseinheit in Leistungskursen Mathematik an Gymnasien. Inhaltlich wird von einem zwar für Schüler (wie auch Lehrer) neuen, aber leicht fasslichen Gegenstand ausgegangen: der Drei-Term-Rekursion für Besselfunktionen. Die Struktur wird erklärt und in ein kleines Programm umgesetzt. Dazu teilen sich die Schüler selbstorganisierend in Gruppen ein, die mit unterschiedlichen Taschenrechnern "um die Wette" rechnen. Die Schüler und Schülerinnen erfahren unmittelbar die katastrophale Wirkung von an sich kleinen'' Rundungsfehlern, sie landen -- ebenso wie der Supercomputer des ZIB -- im Bessel'schen Irrgarten''. Die auftretenden Phänomene werden mathematisch elementar erklärt, wobei lediglich auf das Konzept der linearen Unabhängigkeit zurückgegriffen wird. Das dabei gewonnene vertiefte Verständnis fließt ein in die Konstruktion eines klassischen Algorithmus sowie eines wesentlich verbesserten Horner-artigen Algorithmus.

Description: In this paper we study capacitated network design problems, differentiating directed, bidirected and undirected link capacity models. We complement existing polyhedral results for the three variants by new classes of facet-defining valid inequalities and unified lifting results. For this, we study the restriction of the problems to a cut of the network. First, we show that facets of the resulting cutset polyhedra translate into facets of the original network design polyhedra if the two subgraphs defined by the network cut are (strongly) connected. Second, we provide an analysis of the facial structure of cutset polyhedra, elaborating the differences caused by the three different types of capacity constraints. We present flow-cutset inequalities for all three models and show under which conditions these are facet-defining. We also state a new class of facets for the bidirected and undirected case and it is shown how to handle multiple capacity modules by Mixed Integer Rounding (MIR).

Description: In this paper we study online multicommodity routing problems in networks, in which commodities have to be routed sequentially. The flow of each commodity can be split on several paths. Arcs are equipped with load dependent price functions defining routing costs, which have to be minimized. We discuss a greedy online algorithm that routes each commodity by minimizing a convex cost function that only depends on the demands previously routed. We present a competitive analysis of this algorithm showing that for affine linear price functions this algorithm is 4K2 (1+K)2 -competitive, where K is the number of commodities. For the single-source single-destination case, this algorithm is optimal. Without restrictions on the price functions and network, no algorithm is competitive. Finally, we investigate a variant in which the demands have to be routed unsplittably.

Description: In this paper, we empirically investigate the NP-hard problem of finding sparse solutions to linear equation systems, i.e., solutions with as few nonzeros as possible. This problem has received considerable interest in the sparse approximation and signal processing literature, recently. We use a branch-and-cut approach via the maximum feasible subsystem problem to compute optimal solutions for small instances and investigate the uniqueness of the optimal solutions. We furthermore discuss five (modifications of) heuristics for this problem that appear in different parts of the literature. For small instances, the exact optimal solutions allow us to evaluate the quality of the heuristics, while for larger instances we compare their relative performance. One outcome is that the basis pursuit heuristic performs worse, compared to the other methods. Among the best heuristics are a method due to Mangasarian and a bilinear approach.

Description: The performance evaluation of W-CDMA networks is intricate as cells are strongly coupled through interference. Pole equations have been developed as a simple tool to analyze cell capacity. Numerous scientific contributions have been made on their basis. In the established forms, the pole equations rely on strong assumptions such as homogeneous traffic, uniform users, and constant downlink orthogonality factor. These assumptions are not met in realistic scenarios. Hence, the pole equations are typically used during initial network dimensioning only. Actual network (fine-) planning requires a more faithful analysis of each individual cell's capacity. Complex analytical analysis or Monte-Carlo simulations are used for this purposes. In this paper, we generalize the pole equations to include inhomogeneous data. We show how the equations can be parametrized in a cell-specific way provided the transmit powers are known. This allows to carry over prior results to realistic settings. This is illustrated with an example: Based on the pole equation, we investigate the accuracy of average snapshot'' approximations for downlink transmit powers used in state-of-the-art network optimization schemes. We confirm that the analytical insights apply to practice-relevant settings on the basis of results from detailed Monte-Carlo simulation on realistic datasets.

Description: This paper deals with directed, bidirected, and undirected capacitated network design problems. Using mixed integer rounding (MIR), we generalize flow-cutset inequalities to these three link types and to an arbitrary modular link capacity structure, and propose a generic separation algorithm. In an extensive computational study on 54 instances from the Survivable Network Design Library (SNDlib), we show that the performance of cplex can significantly be enhanced by this class of cutting planes. The computations reveal the particular importance of the subclass of cutset-inequalities.

Description: Wigner transformation provides a one-to-one correspondence between functions on position space (wave functions) and functions on phase space (Wigner functions). Weighted integrals of Wigner functions yield quadratic quantities of wave functions like position and momentum densities or expectation values. For molecular quantum systems, suitably modified classical transport of Wigner functions provides an asymptotic approximation of the dynamics in the high energy regime. The article addresses the computation of Wigner functions by Monte Carlo quadrature. An ad aption of the Metropolis algorithm for the approximation of signed measures with disconnected support is systematically tested in combination with a surface hopping algorithm for non-adiabatic quantum dynamics. The numerical experiments give expectation values and level populations with an error of two to three percent, which agrees with the theoretically expected accuracy.

Description: We study a planning problem arising in SDH/WDM multi-layer telecommunication network design. The goal is to find a minimum cost installation of link and node hardware of both network layers such that traffic demands can be realized via grooming and a survivable routing. We present a mixed-integer programming formulation that takes many practical side constraints into account, including node hardware, several bitrates, and survivability against single physical node or link failures. This model is solved using a branch-and-cut approach with problem-specific preprocessing and cutting planes based on either of the two layers. On several realistic two-layer planning scenarios, we show that these cutting planes are still useful in the multi-layer context, helping to increase the dual bound and to reduce the optimality gaps.

Description: This thesis describes the algorithm IS-OPT that integrates scheduling of vehicles and duties in public bus transit. IS-OPT is the first algorithm which solves integrated vehicle and duty scheduling problems arising in medium sized carriers such that its solutions can be used in daily operations without further adaptions. This thesis is structured as follows: The first chapter highlights mathematical models of the planning process of public transit companies and examines their potential for integrating them with other planning steps. It also introduces descriptions of the vehicle and the duty scheduling problem. Chapter 2 motivates why it can be useful to integrate vehicle and duty scheduling, explains approaches of the literature, and gives an outline of our algorithm IS-OPT. The following chapters go into the details of the most important techniques and methods of IS-OPT: In Chapter 3 we describe how we use Lagrangean relaxation in a column generation framework. Next, in Chapter 4, we describe a variant of the proximal bundle method (PBM) that is used to approximate linear programs occurring in the solution process. We introduce here a new variant of the PBM which is able to utilize inexact function evaluation and the use of epsilon-subgradients. We also show the convergence of this method under certain assumptions. Chapter 5 treats the generation of duties for the duty scheduling problem. This problem is modeled as a resourceconstraint- shortest-path-problem with non-linear side constraints and nearly linear objective function. It is solved in a two-stage approach. At first we calculate lower bounds on the reduced costs of duties using certain nodes by a new inexact label-setting algorithm. Then we use these bounds to speed up a depth-first-search algorithm that finds feasible duties. In Chapter 6 we present the primal heuristic of IS-OPT that solves the integrated problem to integrality. We introduce a new branch-and-bound based heuristic which we call rapid branching. Rapid branching uses the proximal bundle method to compute lower bounds, it introduces a heuristic node selection scheme, and it utilizes a new branching rule that fixes sets of many variables at once. The common approach to solve the problems occurring in IS-OPT is to trade inexactness of the solutions for speed of the algorithms. This enables, as we show in Chapter 7, to solve large real world integrated problems by IS-OPT. The scheduled produced by IS-OPT save up to 5% of the vehicle and duty cost of existing schedules of regional and urban public transport companies.

Description: Diese Arbeit beschreibt den Algorithmus IS-OPT, welcher der erste Algorithmus ist, der integrierte Umlauf- und Dienstplanungsprobleme für mittelgroße Verkehrsunternehmen löst und dabei alle betrieblichen Einzelheiten berücksichtigt. Seine Lösungen können daher direkt in den täglichen Betrieb übernommen werden. Im ersten Kapitel werden mathematische Modelle für verschiedenen Probleme aus dem Planungsprozess von Nahverkehrsunternehmen beschrieben. Es werden Ansätze zur Integration der einzelnen Probleme untersucht. In diesem Kapitel werden außerdem das Umlauf- und das Dienstplanungsproblem eingeführt. Kapitel 2 motiviert, warum Integration von Umlauf- und Dienstplanung hilfreich ist oder in welchen Fällen sie sogar unabdingbar ist; es gibt einen Überblick über die vorhanden Literatur zur integrierten Umlauf- und Dienstplanung und umreißt unseren Algorithmus IS-OPT. Die weiteren Kapitel behandeln die in IS-OPT verwendeten Methoden: In Kapitel 3 beschreiben wir, wie Spaltenerzeugung für lineare Programme mit Lagrange-Relaxierung und Subgradienten-Verfahren kombiniert werden kann. In Kapitel 4 wird unsere Variante der proximalen Bündelmethode beschrieben. Diese wird benutzt um näherungsweise primale und duale Lösungen von lineare Programmen zu berechnen. Unsere Variante ist angepasst, um auch mit ungenauer Funktionsauswertung und Epsilon-Subgradienten arbeiten zu können. Wir zeigen die Konvergenz dieser Variante unter bestimmten Annahmen. Kapitel 5 behandelt das Erzeugen von Diensten für das Dienstplanungsproblem. Dieses Problem ist als ein Kürzeste-Wege-Problem mit nichtlinearen Nebenbedingungen und fast linearer Zielfunktion modelliert. Wir lösen es, indem zuerst Schranken für die reduzierten Kosten von Diensten, die bestimmte Knoten benutzen, berechnet werden. Diese Schranken werden benutzt, um in einem Tiefensuchalgorithmus den Suchbaum klein zu halten. Im Kapitel 6 präsentieren wir die neu entwickelte Heuristik "Rapid Branching", die eine ganzzahlige Lösung des integrierten Problems berechnet. Rapid Branching kann als eine spezielle Branch-and-Bound-Heuristik gesehen werden, welche die Bündelmethode benutzt. In den Knoten des Suchbaums können mehrere Variablen auf einmal fixiert werden, die mit Hilfe einer Perturbationsheuristik ausgewählt werden. In Kapitel 7 schließlich zeigen wir, daß wir mit IS-OPT auch große Probleminstanzen aus der Praxis lösen können und dabei bis zu 5% der Fahrzeug- und Dienstkosten sparen können.

Description: In \emph{classical optimization} it is assumed that full information about the problem to be solved is given. This, in particular, includes that all data are at hand. The real world may not be so nice'' to optimizers. Some problem constraints may not be known, the data may be corrupted, or some data may not be available at the moments when decisions have to be made. The last issue is the subject of \emph{online optimization} which will be addressed here. We explain some theory that has been developed to cope with such situations and provide examples from practice where unavailable information is not the result of bad data handling but an inevitable phenomenon.

Description: This paper reviews George Dantzig's contribution to integer programming, especially his seminal work with Fulkerson and Johnson on the traveling salesman problem

Description: Abstract The cost-efficient design of survivable optical telecommunication networks is the topic of this thesis. In cooperation with network operators, we have developed suitable concepts and mathematical optimization methods to solve this comprehensive planning task in practice. Optical technology is more and more employed in modern telecommunication networks. Digital information is thereby transmitted as short light pulses through glass fibers. Moreover, the optical medium allows for simultaneous transmissions on a single fiber by use of different wavelengths. Recent optical switches enable a direct forwarding of optical channels in the network nodes without the previously required signal retransformation to electronics. Their integration creates ongoing optical connections,which are called lightpaths. We study the problem of finding cost-efficient configurations of optical networks which meet specified communication requirements. A configuration comprises the determination of all lightpaths to establish as well as the detailed allocation of all required devices and systems. We use a flexible modeling framework for a realistic representation of the networks and their composition. For different network architectures, we formulate integer linear programs which model the design task in detail. Moreover, network survivability is an important issue due to the immense bandwidths offered by optical technology. Operators therefore request for designs which perpetuate protected connections and guarantee for a defined minimum throughput in case of malfunctions. In order to achieve an effective realization of scalable protection, we present a novel survivability concept tailored to optical networks and integrate several variants into the models. Our solution approach is based on a suitable model decomposition into two subtasks which separates two individually hard subproblems and enables this way to compute cost-efficient designs with approved quality guarantee. The first subtask consists of routing the connections with corresponding dimensioning of capacities and constitutes a common core task in the area of network planning. Sophisticated methods for such problems have already been developed and are deployed by appropriate integration. The second subtask is characteristic for optical networks and seeks for a conflict-free assignment of available wavelengths to the lightpaths using a minimum number of involved wavelength converters. For this coloring-like task, we derive particular models and study methods to estimate the number of unavoidable conversions. As constructive approach, we develop heuristics and an exact branch-and-price algorithm. Finally, we carry out an extensive computational study on realistic data, provided by our industrial partners. As twofold purpose, we demonstrate the potential of our approach for computing good solutions with quality guarantee, and we exemplify its flexibility for application to network design and analysis.

Description: Parabolic reaction-diffusion systems may develop sharp moving reaction fronts which pose a challenge even for adaptive finite element methods. We propose a method to transform the equation into an equivalent form that usually exhibits solutions which are easier to discretize, giving higher accuracy for a given number of degrees of freedom. The transformation is realized as an efficiently computable pointwise nonlinear scaling that is optimized for prototypical planar travelling wave solutions of the underlying reaction-diffusion equation. The gain in either performance or accuracy is demonstrated on different numerical examples.

Description: We propose and analyse an interior point path-following method in function space for state constrained optimal control. Our emphasis is on proving convergence in function space and on constructing a practical path-following algorithm. In particular, the introduction of a pointwise damping step leads to a very efficient method, as verified by numerical experiments.

Description: Die Intention ist der kooperative Aufbau einer Infrastruktur durch die Bibliotheksverbünde, um den Nutzern Volltext-Angebote dauerhaft und komfortabel zur Verfügung zu stellen: Zeitschriftenartikel und elektronische Dokumente werden mittels Suchmaschinentechnologie indexiert und unter Berücksichtigung von Zugriffsrechten zugänglich gemacht. Realisiert ist dies bereits im KOBV-Volltextserver, der seit Ende 2005 im Routinebetrieb läuft. Vorstellbar ist ein überregionales Netz von Volltextservern der Verbünde, die mittels Suchmaschinentechnologie indiziert und nahtlos in das regionale und lokale Literaturangebot integriert werden. Bei den lizenzierten Materialien sind insbesondere auch die Rechte der Verlage zu wahren und entsprechende Rechtemanagement-Verfahren einzusetzen. Es gilt, transparente Verfahren zu konzipieren und umzusetzen, um für die Verlage die notwendige Vertrauensbasis zu schaffen und gleichzeitig den Einrichtungen ihren berechtigten Zugriff auf die Volltexte zu sichern. Der vorliegende Text ist die schriftliche Fassung eines Vortrages auf dem 3. Leipziger Kongress für Information und Bibliothek "Information und Ethik", der vom 19.-22. März 2007 im Congress Center Leipzig stattfand.

Description: Zur Unterstützung der Bibliotheken bei ihren Open-Access-Aktivitäten betreibt die KOBV-Zentrale seit Anfang 2005 den Service "Opus- und Archivierungsdienste". Die KOBV-Zentrale agiert als Application Service Provider (ASP) für sämtliche technischen Komponenten des Publikationsprozesses, indem sie die gesamte technische Infrastruktur bereitstellt und betreibt – angefangen bei den lokalen Publikationsservern bis hin zu lokalen Repositories zur Archivierung der elektronischen Dokumente. Der vorliegende Text ist die schriftliche Fassung eines gleichnamigen Vortrages auf der 31. ASpB-Tagung "Kooperation versus Eigenprofil?" der Arbeitsgemeinschaft der Spezialbibliotheken, die vom 25.-28. September 2007 in der Technischen Universität Berlin stattfand.

Description: A new approach to derive transparent boundary conditions (TBCs) for wave, Schrödinger, heat and drift-diffusion equations is presented. It relies on the pole condition and distinguishes between physical reasonable and unreasonable solutions by the location of the singularities of the spatial Laplace transform of the exterior solution. To obtain a numerical algorithm, a Möbius transform is applied to map the Laplace transform onto the unit disc. In the transformed coordinate the solution is expanded into a power series. Finally, equations for the coefficients of the power series are derived. These are coupled to the equation in the interior, and yield transparent boundary conditions. Numerical results are presented in the last section, showing that the error introduced by the new approximate TBCs decays exponentially in the number of coefficients.

Description: We present a unified approach for consistent remeshing of arbitrary non-manifold triangle meshes with additional user-defined feature lines, which together form a feature skeleton. Our method is based on local operations only and produces meshes of high regularity and triangle quality while preserving the geometry as well as topology of the feature skeleton and the input mesh.

Description: Was Komplexität ist, weiß niemand so richtig. In vielen Wissenschaftsgebieten wird der Begriff Komplexität verwendet, überall mit etwas anderer Bedeutung. Mathematik und Informatik hab en eine eigene Theorie hierzu entwickelt: die Komplexitätstheorie. Sie stellt zwar grundlegende Begriffe bereit, aber leider sind die meisten wichtigen Fragestellungen noch ungelöst. Diese kurze Einführung konzentriert sich auf einen speziellen, aber bedeutenden Aspekt der Theorie: Lösbarkeit von Problemen in deterministischer und nichtdeterministischer polynomialer Zeit. Hinter der für Uneingeweihte etwas kryptischen Frage "P = NP?" verbirgt sich das derzeit wichtigste Problem der Komplexitätstheorie. Anhand dieser Fragestellung werden einige Aspekte der Theorie erläutert und formell erklärt, was "P = NP?" bedeutet. Es geht nicht nur um komplizierte algorithmische Mathematik und Informatik, sondern um grundsätzliche Fragen unserer Lebensumwelt. Kann man vielleicht beweisen, dass es für viele Probleme unseres Alltags keine effizienten Lösungsmethoden gibt?

Description: This report combines the contributions to INOC 2005 (Wessälly et al., 2005) and DRCN 2005 (Gruber et al., 2005). A new integer linear programming model for the end-to-end survivability concept deman d-wise shared protection (DSP) is presented. DSP is based on the idea that backup capacity is dedicated to a particular demand, but shared within a demand. It combines advantages of dedicated and shared protection: It is more cost-efficient than dedicated protection and operationally easier than shared protection. In a previous model for DSP, the number of working and backup paths to be configured for a particular demand has been an input parameter; in the more general model for DSP investigated in this paper, this value is part of the decisions to take. To use the new DSP model algorithmically, we suggest a branch-and-cut approach which employs a column generation procedure to deal with the exponential number of routing variables. A computational study to compare the new resilience mechanism DSP with dedicated and shared path protection is performed. The results for five realistic network planning scenarios reveal that the best solutions for DSP are on average 15\% percent better than the corresponding 1+1 dedicated path protection solutions, and only 15\% percent worse than shared path protection.

Description: Die Functional Requirements for Bibliographic Records, kurz FRBR, sind eine Empfehlung der International Federation of Library Associations and Institutions (IFLA) von 1998 zur Neustrukturierung von Bibliothekskatalogen. Mit den FRBR wird ein logisches Denkmodell für bibliografische Beschreibungen vorgelegt. Die Diskussion über dieses Modell befindet sich im deutschsprachigen Raum - anders als im angloamerikanischen - noch in den Anfängen. Dem möchte dieser Aufsatz entgegen wirken, indem die Frage gestellt wird, inwieweit sich die logisch gedachten FRBR-Einheiten in den existierenden Daten wieder finden lassen. Dazu werden die Entitäten mit den dazugehörigen Attributen dem in der Bibliothekswelt Deutschlands und Österreichs üblichen MAB-Format (Maschinelles Austauschformat für Bibliotheken) gegenübergestellt und auf ihre Kompatibilität hin untersucht. Die Autoren sind Mitglieder der überregionalen {\glqq}Expertengruppe Datenformate{\grqq}, in der Formatfragen, die das Bibliothekswesen betreffen, diskutiert werden, insbesondere aber das MAB-Format gepflegt wird.

Description: In this paper we consider a simple variant of the Online Dial-a-Ride Problem from a probabilistic point of view. To this end, we look at a probabilistic version of this online Dial-a-Ride problem and introduce a probabilistic notion of the competitive ratio which states that an algorithm performs well on the vast majority of the instances. Our main result is that under the assumption of high load a certain online algorithm is probabilistically $(1+o(1))$-competitive if the underlying graph is a tree. This result can be extended to general graphs by using well-known approximation techniques at the expense of a distortion factor~$O(\log\|V\|)$.

Description: The identification of metastable conformations of molecules plays an important role in computational drug design. One main difficulty is the fact that the underlying dynamic processes take place in high dimensional spaces. Although the restriction of degrees of freedom to a few dihedral angles significantly reduces the complexity of the problem, the existing algorithms are time-consuming. They are based on the approximation of transition probabilities by an extensive sampling of states according to the Boltzmann distribution. We present a method which can identify metastable conformations without sampling the complete distribution. Our algorithm is based on local transition rates and uses only pointwise information about the potential energy surface. In order to apply the cluster algorithm PCCA+, we compute a few eigenvectors of the rate matrix by the Jacobi-Davidson method. Interpolation techniques are applied to approximate the thermodynamical weights of the clusters. The concluding example illustrates our approach for epigallocatechine, a molecule which can be described by seven dihedral angles.

Description: Zahlreiche lokale, nationale und internationale Informationsportale existieren mit zum Teil gleichen Angeboten und Dienstleistungen nebeneinander. Da der Aufbau und Betrieb von Portalen kostspielig ist, sollten die einzelnen Dienstleistungen abgestimmt und sinnvoll untereinander vernetzt werden. Für eine solch anzustrebende Kooperation unter Portalen ist es notwendig, ein jeweils eigenes Portalprofil zu definieren, um bei einer Gegenüberstellung der Profile die Abgrenzungen und Verknüpfungspunkte deutlich werden zu lassen. Die KOBV-Zentrale möchte mit der Profilbeschreibung des KOBV-Portals beginnen und so die eigenen Angebote des regionalen Portals mit denen anderer auf sinnvolle Weise verknüpfen. Für diese Positionsbestimmung werden die Dienstleistungen, die Zielgruppe, die Kriterien für die Ressourcenauswahl sowie die Abgrenzung zu anderen Portalen dargelegt.

Description: Conflict analysis for infeasible subproblems is one of the key ingredients in modern SAT solvers to cope with large real-world instances. In contrast, it is common practice for today's mixed integer programming solvers to just discard infeasible subproblems and the information they reveal. In this paper we try to remedy this situation by generalizing the SAT infeasibility analysis to mixed integer programming. We present heuristics for branch-and-cut solvers to generate valid inequalities from the current infeasible subproblem and the associated branching information. SAT techniques can then be used to strengthen the resulting cuts. We performed computational experiments which show the potential of our method: On feasible MIP instances, the number of required branching nodes was reduced by 50\% in the geometric mean. However, the total solving time increased by 15\%. on infeasible MIPs arising in the context of chip verification, the number of nodes was reduced by 90\%, thereby reducing the solving time by 60\%.

Description: We provide conditions for convergence of polyhedral surfaces and their discrete geometric properties to smooth surfaces embedded in Euclidian $3$-space. The notion of totally normal convergence is shown to be equivalent to the convergence of either one of the following: surface area, intrinsic metric, and Laplace-Beltrami operators. We further s how that totally normal convergence implies convergence results for shortest geodesics, mean curvature, and solutions to the Dirichlet problem. This work provides the justification for a discrete theory of differential geometric operators defined on polyhedral surfaces based on a variational formulation.

Description: The line planning problem is one of the fundamental problems in strategic planning of public and rail transport. It consists in finding lines and corresponding frequencies in a transport network such that a given travel demand can be satisfied. There are (at least) two objectives. The transport company wishes to minimize operating costs, the passengers want to minimize travel times. We propose a n ew multi-commodity flow model for line planning. Its main features, in comparison to existing models, are that the passenger paths can be freely routed and that the lines are generated dynamically. We discuss properties of this model and investigate its complexity. Results with data for the city of Potsdam, Germany, are reported.

Description: Im Rahmen des klassischen Information Retrieval wurden verschiedene Verfahren für das Ranking sowie die Suche in einer homogenen strukturlosen Dokumentenmenge entwickelt. Die Erfolge der Suchmas chine Google haben gezeigt, dass die Suche in einer zwar inhomogenen aber zusammenhängenden Dokumentenmenge wie dem Internet unter Berücksichtigung der Dokumentenverbindungen (Links) sehr ef fektiv sein kann. Unter den von der Suchmaschine Google realisierten Konzepten ist ein Verfahren zum Ranking von Suchergebnissen (PageRank), das in diesem Artikel kurz erklärt wird. % Darüber hinaus wird auf die Konzepte eines Systems namens CiteSeer eingegangen, welches automatisch bibliographische Angaben indexiert (engl. \glqq Autonomous Citation Indexing\grqq, ACI). Letzteres erzeugt aus einer Menge von nicht-vernetzten wissenschaftlichen Dokumenten eine zusammenhängende Dokumentenmenge und ermöglicht den Einsatz von Ranking-Verfahren, die auf den von Google genutzten Verfahren basieren.

Description: A thorough convergence analysis of the Control Reduced Interior Point Method in function space is performed. This recently proposed method is a primal interior point pathfollowing scheme with the special feature, that the control variable is eliminated from the optimality system. Apart from global linear convergence we show, that this method converges locally almost quadratically, if the optimal solution satisfies a function space analogue to a non-degeneracy condition. In numerical experiments we observe, that a prototype implementation of our method behaves in compliance with our theoretical results.

Description: The use of point sets instead of meshes became more popular during the last years. We present a new method for anisotropic fairing of a point sampled surface using an anisotropic geometric mean curvature flow. The main advantage of our approach is that the evolution removes noise from a point set while it detects and enhances geometric features of the surface such as edges and corners. We derive a shape operator, principal curvature properties of a point set, and an anisotropic Laplacian of the surface. This anisotropic Laplacian reflects curvature properties which can be understood as the point set analogue of Taubin's curvature-tensor for polyhedral surfaces. We combine these discrete tools with techniques from geometric diffusion and image processing. Several applications demonstrate the efficiency and accuracy of our method.

Description: In this paper we introduce the fare planning problem for public transport which consists in designing a system of fares maximizing revenue. We propose a new simple general model for this problem. It i s based on a demand function and constraints for the different fares. The constraints define the structure of the fare system, e.g., distance dependent fares or zone fares. We discuss a simple example with a quadratic demand function and distance dependent fares. Then we introduce a more realistic discrete choice model in which passengers choose between different alternatives depending on the numb er of trips per month. We demonstrate the examples by computational experiments.

Description: Can OR methods help the public transport industry to break even? The article gives evidence that there exist significant potentials in this direction, which can be harnessed by a combination of modern mathematical methods and local planning knowledge. Many of the planning steps in public transport are classical combinatorial problems, which can be solved in unprecedented size and quality due the rapid progress in large-scale optimization. Three examples on vehicle scheduling, duty scheduling, and integrated vehicle and duty scheduling illustrate the level that has been reached and the improvements that can be achieved today. Extensions of such methods to further questions of strategic, online, and market-oriented planning are currently investigated. In this way, OR can make a significant contribution to answer the basic but extremely difficult question ``What is a good public transport network?.

Description: Laplace transforms which admit a holomorphic extension to some sector strictly containing the right half plane and exhibiting a potential behavior are considered. A spectral order, parallelizable method for their numerical inversion is proposed. The method takes into account the available information about the errors arising in the evaluations. Several numerical illustrations are provided.

Description: The airline crew scheduling problem deals with the construction of crew rotations in order to cover the flights of a given schedule at minimum cost. The problem involves complex rules for the legality and costs of individual pairings and base constraints for the availability of crews at home bases. A typical instance considers a planning horizon of one month and several thousand flights. We propose a column generation approach for solving airline crew scheduling problems that is based on a set partitioning model. We discuss algorithmic aspects such as the use of bundle techniques for the fast, approximate solution of linear programs, a pairing generator that combines Lagrangean shortest path and callback techniques, and a novel rapid branching'' IP heuristic. Computational results for a number of industrial instances are reported. Our approach has been implemented within the commercial crew scheduling system NetLine/Crew of Lufthansa Systems Berlin GmbH.